+97.0%
STM vs ONTO
+53.2%
+43.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.9% | -5.4% | -1.4% |
| 7D | +1.4% | +16.4% | -14.9% | -7.2% |
| 30D | -8.4% | -21.4% | +13.1% | +3.4% |
| 3M | -15.8% | -32.7% | +16.9% | +2.4% |
| 6M | -22.8% | -25.2% | +2.4% | -14.0% |
| YTD | +79.4% | +36.2% | +43.1% | +47.7% |
| 1Y | +97.0% | +61.2% | +35.8% | +46.1% |
| All | +97.0% | +53.2% | +43.7% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ONTO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling